Judiciousness. Attention to detail. Passion. Adaptability. No shortcuts.
Our comprehensive risk management framework (i.e. our risk management policies, procedures, processes, techniques and systems) allows us to effectively perform the identification, mitigation, profiling, measurement, management, monitoring and reporting of any risk to which each fund is or may be exposed to.
In particular: we establish an appropriate risk profile for each fund; we implement statutory as well as internal risk limits, both qualitative and quantitative, aligned with the risk profile of each fund; we monitor the risk levels vs the risk limits set, and the consistency between risk levels, risk limits and risk profiles for each fund; we provide regular reports and analyses on the current risk levels and on any actual or foreseeable breaches to the limits set, to ensure prompt and effective remedial actions when needed.
A wide range of Key Risk Indicators is employed for each risk category, namely market, sustainability, credit, counterparty, liquidity and operational risk, taking into account the investment strategy and the assets employed by each fund.
We have the necessary skills, knowledge, and expertise to manage other alternative investment strategies, such as: fund of funds; loan origination (e.g. secured lending, mezzanine financing); asset‑based lending (e.g. real estate debt, infrastructure debt); insurance‑linked securities; securitisations; project finance; Business Development Companies (BDCs); arbitrage strategies; volatility strategies; etc.
Our risk management systems are flexible and we can easily integrate ad‑hoc and tailor‑made approaches into our monitoring and reporting tools.
Models inevitably mask as well as expose risk. You must start with models and then overlay them with common sense and experience.